+97.4%
RSG vs AMBA
-70.4%
+167.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.2% | -1.1% |
| 7D | +1.2% | -7.2% | +8.4% | +1.2% |
| 30D | +14.2% | -10.4% | +24.6% | +14.3% |
| 3M | +18.2% | -30.1% | +48.3% | +18.5% |
| 6M | +24.4% | -22.4% | +46.8% | +24.3% |
| YTD | +17.9% | -17.3% | +35.2% | +17.4% |
| 1Y | +22.3% | -35.4% | +57.7% | +22.8% |
| 3Y | +65.1% | +18.6% | +46.5% | +57.9% |
| All | +97.4% | -70.4% | +167.9% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling